Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 995327.2904 | 820810.099 | 174517.1913 | 30099553.5465 | 49916691.8643 | -19817138.3178 |
Total P&L (%) | 995.3273 | 820.8101 | 174.5172 | 30099.5535 | 49916.6919 | -19817.1383 |
Avg Daily Profit (%) | 0.3981 | 0.3283 | 0.0698 | 0.2287 | 0.2489 | 0 |
Buy And Hold Return (%) | 858.938 | 858.938 | 858.938 | 858.938 | 858.938 | 858.938 |
Max Trade Drawdown | -113226 | -42882 | -93910 | -29884721 | -9599684 | -33397103 |
Profit Factor | 3.3782 | 4.754 | 1.8731 | 1.4844 | 3.6073 | 0.5391 |
Total Trades | 79 | 40 | 39 | 79 | 40 | 39 |
Winning Trades | 52 | 25 | 27 | 52 | 25 | 27 |
Losing Trades | 27 | 15 | 12 | 27 | 15 | 12 |
Profitability (%) | 65.8228 | 62.5 | 69.2308 | 65.8228 | 62.5 | 69.2308 |
Ratio Avg Win / Avg Loss | 1.7541 | 2.8524 | 0.8325 | 0.7707 | 2.1644 | 0.2396 |
Largest Winning Trade | 300337 | 300337 | 44441 | 37738268 | 37738268 | 6637455 |
Largest Losing Trade | -39010 | -36496 | -39010 | -12470623 | -5022841 | -12470623 |
Avg Bars in Trades | 60 | 60 | 60 | 60 | 60 | 60 |
Avg Bars in Winners | 60 | 60 | 60 | 60 | 60 | 60 |
Avg Bars in Losers | 60 | 60 | 60 | 60 | 60 | 60 |
Bars Traded | 4814 | 2437 | 2377 | 4814 | 2437 | 2377 |
Profit Streak | 57.3449 | 87.8449 | 0 | 57.3449 | 87.8449 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -128573 | -146821 | -262216 | -20560 | 627705 | -578264 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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